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BIGT vs. MAGS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BIGT and MAGS is 1.00, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.01.0

Performance

BIGT vs. MAGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Magnificent Seven ETF (BIGT) and Roundhill Magnificent Seven ETF (MAGS). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
29.27%
29.27%
BIGT
MAGS

Key characteristics

Sharpe Ratio

BIGT:

2.87

MAGS:

2.87

Sortino Ratio

BIGT:

3.47

MAGS:

3.47

Omega Ratio

BIGT:

1.47

MAGS:

1.47

Calmar Ratio

BIGT:

4.06

MAGS:

4.06

Martin Ratio

BIGT:

13.14

MAGS:

13.14

Ulcer Index

BIGT:

5.59%

MAGS:

5.59%

Daily Std Dev

BIGT:

25.54%

MAGS:

25.54%

Max Drawdown

BIGT:

-18.10%

MAGS:

-18.10%

Current Drawdown

BIGT:

-0.27%

MAGS:

-0.27%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with BIGT at 73.63% and MAGS at 73.63%.


BIGT

YTD

73.63%

1M

13.79%

6M

29.27%

1Y

73.40%

5Y*

N/A

10Y*

N/A

MAGS

YTD

73.63%

1M

13.79%

6M

29.27%

1Y

73.40%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BIGT vs. MAGS - Expense Ratio Comparison

Both BIGT and MAGS have an expense ratio of 0.29%.


BIGT
Roundhill Magnificent Seven ETF
Expense ratio chart for BIGT: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%
Expense ratio chart for MAGS: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%

Risk-Adjusted Performance

BIGT vs. MAGS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Magnificent Seven ETF (BIGT) and Roundhill Magnificent Seven ETF (MAGS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for BIGT, currently valued at 2.87, compared to the broader market0.002.004.002.872.87
The chart of Sortino ratio for BIGT, currently valued at 3.47, compared to the broader market-2.000.002.004.006.008.0010.003.473.47
The chart of Omega ratio for BIGT, currently valued at 1.47, compared to the broader market0.501.001.502.002.503.001.471.47
The chart of Calmar ratio for BIGT, currently valued at 4.06, compared to the broader market0.005.0010.0015.004.064.06
The chart of Martin ratio for BIGT, currently valued at 13.14, compared to the broader market0.0020.0040.0060.0080.00100.0013.1413.14
BIGT
MAGS

The current BIGT Sharpe Ratio is 2.87, which is comparable to the MAGS Sharpe Ratio of 2.87. The chart below compares the historical Sharpe Ratios of BIGT and MAGS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.87
2.87
BIGT
MAGS

Dividends

BIGT vs. MAGS - Dividend Comparison

BIGT's dividend yield for the trailing twelve months is around 0.25%, which matches MAGS's 0.25% yield.


TTM2023
BIGT
Roundhill Magnificent Seven ETF
0.25%0.44%
MAGS
Roundhill Magnificent Seven ETF
0.25%0.44%

Drawdowns

BIGT vs. MAGS - Drawdown Comparison

The maximum BIGT drawdown since its inception was -18.10%, roughly equal to the maximum MAGS drawdown of -18.10%. Use the drawdown chart below to compare losses from any high point for BIGT and MAGS. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.27%
-0.27%
BIGT
MAGS

Volatility

BIGT vs. MAGS - Volatility Comparison

Roundhill Magnificent Seven ETF (BIGT) and Roundhill Magnificent Seven ETF (MAGS) have volatilities of 7.29% and 7.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
7.29%
7.29%
BIGT
MAGS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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